-29.7%
OKTA vs FROG
+207.6%
-237.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -1.1% |
| 7D | +8.4% | +12.5% | -4.1% | +2.2% |
| 30D | -13.7% | +23.5% | -37.2% | -24.8% |
| 3M | +18.0% | +19.4% | -1.4% | +5.6% |
| 6M | +133.8% | +77.0% | +56.8% | +72.9% |
| YTD | +111.5% | +81.9% | +29.6% | +47.7% |
| 1Y | +118.3% | +90.7% | +27.7% | +48.4% |
| 3Y | +168.0% | +328.5% | -160.5% | -8.5% |
| All | -29.7% | +207.6% | -237.3% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling